Package de.labathome.trustconstr.interfaces

package de.labathome.trustconstr.interfaces
  • Interfaces
    Class
    Description
    Constraint
    Evaluator for the canonical-form constraints of the optimization problem: constr_eq(x) = 0 and constr_ineq(x) ≤ 0.
    GlobalStoppingCriteria
    Termination predicate consulted by the trust-region SQP and interior-point loops once per outer iteration.
    HessianProduct
    A matrix-free Hessian: given the current point x and a vector p, return H(x) p.
    HessianUpdateStrategy
    Interface for implementing Hessian update strategies.
    IFunctionAndConstraint
    Combined evaluator returning (f(x), constr(x)) in a single call.
    IGradientAndJacobian
    Combined evaluator returning (gradf(x), gradconstr(x)) in a single call.
    IterationCallback
    Caller-supplied hook invoked once per outer iteration of the trust-constr orchestrator.
    Jacobian
    Jacobian evaluator paired with Constraint: returns the partial derivatives of the canonical-form equality and inequality constraint vectors with respect to x.
    LagrangeHessian
    Hessian of the Lagrangian L(x, v) = f(x) + Sum v_i c_i(x) with respect to x, returned as a LinearOperator so callers can apply it to vectors without materialising the full n × n matrix.
    LinearOperator
    Matrix-free linear operator: applies an underlying linear map to a vector without materialising the matrix.
    StoppingCriterion
    Termination predicate consulted by the inner SQP loop.
    VectorFunctionLike
    Common surface implemented by every vector-valued function carrier the trust-constr code passes around: the full VectorFunction (objective wrapper with caching and finite-difference fallbacks), LinearVectorFunction (constant Jacobian A), and IdentityVectorFunction (Jacobian I).